This paper uses the VMD-Copula-ΔCoVaR model to examine the dynamic characteristics of
extreme risk spillovers between the oil market and BRICS stock markets during COVID-19 …

This paper explores the relationship between environmental, social and governance (ESG)
information and systemic risk, an increasingly important issue for both regulators and …

By restoring economic openness, mitigating economic policy uncertainty, and regaining
macroeconomic stability, the mass deployment of COVID-19 vaccinations should stabilize …

This research explores the effect of COVID-19 on global investor attention using data from
G7 and G20 countries. We take the numbers of COVID-19 new confirmed cases and deaths …

The main goal of this paper is to determine how vaccination and the spread of COVID-19
have influenced investor interest in cryptocurrency. The paper quantifies the reproduction …

Purpose. The COVID-19 pandemic has led to a situation of generalised economic
uncertainty. Many SMEs faced an unexpected crisis, which forced them to review their …

This paper studies the COVID-19 pandemic as an exogenous shock to investor uncertainty
and examines the effects of uncertainty on stock liquidity. Analyzing data from Chinese listed …

Contrary to previous research, this study examines the transmission mechanisms between
daily trade policy uncertainty (TPU), geopolitical risk (GPR), global financial stress index …